Futures

About 16 min

Get the list of futures exchanges

Corresponding request class: FutureExchangeRequest

Parameter

parameter	type	required	description
secType	string	yes	Contract type. "FUT": futures, "FOP": futures options (the market for futures options is not yet available)
lang	string	no	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

List of FutureExchangeItem objects

The specific fields of the FutureExchangeItem object are described as follows:

name	type	description
code	string	exchange code
name	string	exchange name
zoneId	string	Transaction time zone

Example

FutureExchangeResponse response = client.execute(FutureExchangeRequest.newRequest(SecType.FUT.name()));
System.out.println(response.getFutureExchangeItems());

Response example

[FutureExchangeItem{code='CME', name='CME', zoneId='America/Chicago'}, FutureExchangeItem{code='NYMEX', name='NYMEX', zoneId='America/New_York'}, FutureExchangeItem{code ='COMEX', name='COMEX', zoneId='America/New_York'}, FutureExchangeItem{code='SGX', name='SGX', zoneId='Singapore'}, FutureExchangeItem{code='HKEX', name ='HKEX', zoneId='Asia/Hong_Kong'}, FutureExchangeItem{code='CBOT', name='CBOT', zoneId='America/Chicago'}, FutureExchangeItem{code='CBOE', name='CBOE' , zoneId='America/Chicago'}]

Query the futures contract according to the contract code

Corresponding request class: FutureContractByConCodeRequest

How to deal with the first notice day and the last trading day: Whether it is the first notice day or the final settlement day, the main trading month will be transferred to the next month contract, which will make the liquidity of the expiring month worse, so it is recommended not to Whether it is a long order or a short order, before the first notice day and the last trading day is approaching, transfer or trade the next month's contract.

Parameter

parameter	type	required	description
contractCode	string	yes	symbol of the contract, such as CN1901
lang	string	no	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

FutureContractItem object

The specific fields of the FutureContractItem object are described as follows:

name	type	description
type	string	The trading variety corresponding to the futures contract, such as CL
trade	boolean	whether it can be traded
continuous	boolean	whether the contract is continuous
name	string	The name of the contract, there are simplified and English names, returned according to the parameter lang
currency	string	The currency of the transaction
ibCode	string	Transaction contract code, used when placing an order. Such as: CL
contractCode	string	Contract code, for example, CL1901
contractMonth	string	contract delivery month
lastTradingDate	string	refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	string	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
multiplier	double	contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
exchange	string	exchange symbol
minTick	double	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements

Example

FutureContractResponse response = client.execute(FutureContractByConCodeRequest.newRequest("CN2203"));
System.out.println(response.getFutureContractItem());

Response Example

FutureContractItem{type='CL', name='Light Crude Oil - Mar 2022', ibCode='CL', contractCode='CL2203', contractMonth='202203', exchangeCode='NYMEX', multiplier=1000, minTick=0.01 , lastTradingDate='20220222', firstNoticeDate='20220224', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}

Get the tradable contracts under the exchange

Corresponding request class: FutureContractByExchCodeRequest

Parameter

parameter	type	required	description
exchangeCode	string	yes	exchange code
lang	string	no	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

List of FutureContractItem objects

The specific fields of the FutureContractItem object are described as follows:

name	type	description
type	string	The trading variety corresponding to the futures contract, such as CL
trade	boolean	whether it can be traded
continuous	boolean	whether the contract is continuous
name	string	The name of the contract, there are simplified and English names, returned according to the parameter lang
currency	string	The currency of the transaction
ibCode	string	Transaction contract code, used when placing an order. Such as: CL
contractCode	string	Contract code, for example, CL1901
contractMonth	string	contract delivery month
lastTradingDate	string	refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	string	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
multiplier	double	contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
exchange	string	exchange symbol
minTick	double	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements

Example

FutureBatchContractResponse response = client.execute(FutureContractByExchCodeRequest.newRequest("CME"));
System.out.println(response.getFutureContractItems());

Response example

[FutureContractItem{type='MEUR', name='E-Micro EUR/USD - main', ibCode='M6E', contractCode='MEURmain', contractMonth='', exchangeCode='GLOBEX', multiplier=12500, minTick =0.0001, lastTradingDate='', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
  FutureContractItem{type='MEUR', name='E-Micro EUR/USD - Jun 2022', ibCode='M6E', contractCode='MEUR2206', contractMonth='202206', exchangeCode='GLOBEX', multiplier=12500, minTick=0.0001, lastTradingDate='20220613', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
   FutureContractItem{type='MEUR', name='E-Micro EUR/USD - Mar 2022', ibCode='M6E', contractCode='MEUR2203', contractMonth='202203', exchangeCode='GLOBEX', multiplier=12500, minTick=0.0001, lastTradingDate='20220314', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
   FutureContractItem{type='CHF', name='Swiss Franc - Jun 2022', ibCode='CHF', contractCode='CHF2206', contractMonth='202206', exchangeCode='GLOBEX', multiplier=125000, minTick=0.0001, lastTradingDate='20220613', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
   FutureContractItem{type='CHF', name='Swiss Franc - main', ibCode='CHF', contractCode='CHFmain', contractMonth='', exchangeCode='GLOBEX', multiplier=125000, minTick=0.0001, lastTradingDate= '', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},
   FutureContractItem{type='CHF', name='Swiss Franc - Dec 2022', ibCode='CHF', contractCode='CHF2212', contractMonth='202212', exchangeCode='GLOBEX', multiplier=125000, minTick=0.0001, lastTradingDate='20221219', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}
]

Query all contracts of the specified symbol

Corresponding request class: FutureContractsRequest

Parameter

parameter	type	required	description
type	string	yes	the trading variety corresponding to the futures contract, such as CL
lang	string	yes	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

List of FutureContractItem objects

The specific fields of the FutureContractItem object are described as follows:

name	type	description
type	string	The trading variety corresponding to the futures contract, such as CL
trade	boolean	whether it can be traded
continuous	boolean	whether the contract is continuous
name	string	The name of the contract, there are simplified and English names, returned according to the parameter lang
currency	string	The currency of the transaction
ibCode	string	Transaction contract code, used when placing an order. Such as: CL
contractCode	string	Contract code, for example, CL1901
contractMonth	string	contract delivery month
lastTradingDate	string	refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	string	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
multiplier	double	contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
exchange	string	exchange symbol
minTick	double	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements

Example

     FutureContractsResponse contractResponse = client.execute(FutureContractsRequest.newRequest("CN"));
     System.out.println(contractResponse.getFutureContractItems());

Response example

[FutureContractItem{type='CN', name='China A50 Index - Aug 2022', ibCode='XINA50', contractCode='CN2208', contractMonth='202208', exchangeCode='SGX', multiplier=1, minTick= 1, lastTradingDate='20220830', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},

FutureContractItem{type='CN', name='China A50 Index - Sep 2022', ibCode='XINA50', contractCode='CN2209', contractMonth='202209', exchangeCode='SGX', multiplier=1, minTick=1 , lastTradingDate='20220929', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},

FutureContractItem{type='CN', name='China A50 Index - Oct 2022', ibCode='XINA50', contractCode='CN2210', contractMonth='202210', exchangeCode='SGX', multiplier=1, minTick=1 , lastTradingDate='20221028', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},

FutureContractItem{type='CN', name='China A50 Index - Dec 2022', ibCode='XINA50', contractCode='CN2212', contractMonth='202212', exchangeCode='SGX', multiplier=1, minTick=1 , lastTradingDate='20221229', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true},

FutureContractItem{type='CN', name='China A50 Index - Mar 2023', ibCode='XINA50', contractCode='CN2303', contractMonth='202303', exchangeCode='SGX', multiplier=1, minTick=1 , lastTradingDate='20230330', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}]

Query the continuous contract of the specified symbol

Corresponding request class: FutureContinuousContractRequest

Parameter

parameter	type	required	description
type	string	yes	the trading variety corresponding to the futures contract, such as CL
lang	string	yes	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

FutureContractItem object

The specific fields of the FutureContractItem object are described as follows:

name	type	description
type	string	The trading variety corresponding to the futures contract, such as CL
trade	boolean	whether it can be traded
continuous	boolean	whether the contract is continuous
name	string	The name of the contract, there are simplified and English names, returned according to the parameter lang
currency	string	The currency of the transaction
ibCode	string	Transaction contract code, used when placing an order. Such as: CL
contractCode	string	Contract code, for example, CL1901
contractMonth	string	contract delivery month
lastTradingDate	string	refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	string	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
multiplier	double	contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
exchange	string	exchange symbol
minTick	double	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements

Example

FutureContractResponse cl = client.execute(FutureContinuousContractRequest.newRequest("CL"));
System.out.println(cl.getFutureContractItem());

Example Response

FutureContractItem{type='ES', name='E-mini S&P 500 - main', ibCode='ES', contractCode='ESmain', contractMonth='', exchangeCode='GLOBEX', multiplier=50, minTick=0.25 , lastTradingDate='', firstNoticeDate='', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}

Query the current contract of the specified symbol

Corresponding request class: FutureCurrentContractRequest

Description

Query the current contract of the specified product, that is, the main chain of the contract

Parameter

parameter	type	required	description
type	string	yes	the trading variety corresponding to the futures contract, such as CL
lang	string	no	Language parameter, which affects the "name" field in the return value, and the value range is: "zh_CN", "en_US"

Response

FutureContractItem object

The specific fields of the FutureContractItem object are described as follows:

name	type	description
type	string	The trading variety corresponding to the futures contract, such as CL
trade	boolean	whether it can be traded
continuous	boolean	whether the contract is continuous
name	string	The name of the contract, there are simplified and English names, returned according to the parameter lang
currency	string	The currency of the transaction
ibCode	string	Transaction contract code, used when placing an order. Such as: CL
contractCode	string	Contract code, for example, CL1901
contractMonth	string	contract delivery month
lastTradingDate	string	refers to the last trading date of the contract expiration month. Futures contracts that have not been cleared after the last trading day must be closed through the relevant "spot commodity" or "cash settlement". At present, the last trading day of most futures commodities is usually settlement day. For some commodities, the first notification day is the same day as the last trading day, such as the euro For cash-settled futures, as long as the last trading time has not passed, positions can be opened normally. Non-cash-settled futures are based on The lesser of the last trading time and the first notice day, limit the opening of positions in the first three trading days
firstNoticeDate	string	The first notice date refers to the date when the physical delivery contract can be delivered. The contract cannot open long positions after the first notice date. Existing long positions will be forced to close before the first notice day (usually the first three trading days). This field is empty for non-physical delivery contracts (such as index contracts)
lastBiddingCloseTime	long	Bidding closing time
multiplier	double	contract multiplier, the futures price multiplied by the contract multiplier is the face value of the contract, and the reasonable price of the futures can be estimated by dividing the physical price by the contract multiplier
exchange	string	exchange symbol
minTick	double	The minimum quotation unit for futures price changes. For example, if the current futures price is 2000 and minTick is 100, the correct quotation includes 2100, 2200, and 2005 does not meet the requirements

Example

FutureContractResponse response = client.execute(FutureCurrentContractRequest.newRequest("CL"));
System.out.println(response.getFutureContractItem());

Response example

FutureContractItem{type='CL', name='Light Crude Oil - Mar 2022', ibCode='CL', contractCode='CL2203', contractMonth='202203', exchangeCode='NYMEX', multiplier=1000, minTick=0.01 , lastTradingDate='20220222', firstNoticeDate='20220224', lastBiddingCloseTime=0, currency='USD', continuous=false, trade=true}

Query the trading time of the specified futures contract

Corresponding request class: FutureTradingDateRequest

Parameter

parameter	type	required	description
contractCode	string	yes	futures contract code, such as CL1901
tradingDate	long	yes	time stamp of trading day

Response

FutureTradingDateItem object

The specific fields of FutureTradingDateItem are described as follows:

name	type	description
tradingTimes	array	trading time
biddingTimes	array	bidding time
timeSection	string	The transaction time zone

Example

FutureTradingDateResponse response = client.execute(FutureTradingDateRequest.newRequest("ES2203", System.currentTimeMillis()));
System.out.println(response.getFutureTradingDateItem());

Response example

FutureTradingDateItem{biddingTimes=[TimeSection{start=1644873300000, end=1644874200000}], tradingTimes=[TimeSection{start=1644793200000, end=1644873300000}, TimeSection{start=1644874200000 , end=1644876000000}], timeSection='America/Chicago' }

Get futures K-line data

Corresponding request class: FutureKlineRequest

Description

It provides daily K-line data of popular contracts in the past 10 years, as well as minute-level data of all contracts from August 2017 to the present.

The returned result is a collection of data in reverse chronological order starting from endTime.

For the 1-minute K-line, if there is no transaction within this 1 minute, the K-line data of this minute will be blank; the interface can only pull the K-line data of this 1 minute after there is a transaction within the latest minute. The first transaction is generated at 50 seconds, and the latest data cannot be pulled before 50 seconds.

Parameter

parameter	type	required	description
contractCodes	array	yes	Contract code list, support to query the main contract, such as CL1901/CLmain
period	string	yes	K line period, value range: "min", "3min", "5min", "10min", "15min", "30min", "45min", "60min", "2hour", "3hour", "4hour", "6hour", "day", "week", "month"
beginTime	long	yes	start time (inclusive)
endTime	long	yes	end time (exclusive)
limit	int	no	Request limit, default 200, maximum limit: 1000
pageToken	string	no	Pagination query token (only supports a single contract, specified endTime query), other query conditions cannot be changed when using pageToken to pull data by paging

Response

List of FutureKlineBatchItem objects

The specific fields of FutureKlineBatchItem are described as follows:

| Field | Type | Description | | ------------- | ------ | ---------------------------- ----------------------------------- | | contractCode | string | contract code | | nextPageToken | string | Query the token of the next page (only supports a single contract code, it is valid only when endTime is not null and -1), and returns null if there is no more data | | items | array | K-line array, please refer to the description below for the fields |

Among them, the attributes of K-line data items are as follows:

name	type	description
lastTime	long	The transaction time of the latest price
volume	long
openInterest	no	amount of open interest
open	double	opening price
close	double	closing price
time	long	time
high	double	highest price
low	double	lowest price
settlement	double	settlement price, returns 0 if no settlement price is generated

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1901");

FutureKlineResponse response = client. execute(
     FutureKlineRequest.newRequest(contractCodes, FutureKType.min15, 1535634249489L,
         1538807049489L, 200));
System.out.println(response.getFutureKlineItems());

Response example

{
         "code": 0,
         "timestamp": 1545105097358,
         "message": "success",
         "data": [{
                 "contractCode": "CL1901",
                 "items": [{
                                 "lastTime": 1545083998000,
                                 "volume": 124206,
                                 "high": 51.87,
                                 "openInterest": 90329,
                                 "low": 4901,
                                 "time": 1545084000000,
                                 "close": 49.16,
                                 "open": 51.25,
                                 "settlement": 49.88
                         },
                         {
                                 "lastTime": 1544824796000,
                                 "volume": 434074,
                                 "high": 52.95,
                                 "openInterest": 131753,
                                 "low": 5084,
                                 "time": 1544824800000,
                                 "close": 51.23,
                                 "open": 52.83,
                                 "settlement": 51.2
                         },
                         {
                                 "lastTime": 1544738399000,
                                 "volume": 593178,
                                 "high": 53.27,
                                 "openInterest": 186783,
                                 "low": 5035,
                                 "time": 1544738400000,
                                 "close": 52.85,
                                 "open": 51.2,
                                 "settlement": 52.58
                         }
                 ]
         }]
}

PageToken Example

     List<String> contractCodes = new ArrayList<>();
     contractCodes.add("NGmain");
     // pagetoken only for single symbol and specified endTime
     FutureKlineRequest request = FutureKlineRequest.newRequest(contractCodes, FutureKType.day,
         1650920400000L, 1651870900000L, 3);

     int count = 1;
     while (true) {
       FutureKlineResponse response = client. execute(request);
       System.out.println("search time:" + count + ", success:" + response.isSuccess() + ", msg:" + response.getMessage());
       if (!response. isSuccess()) {
         break;
       }
       System.out.println(response.getFutureKlineItems());
       if (response. getFutureKlineItems(). size() == 0) {
         break;
       }
       String nextPageToken = response.getFutureKlineItems().get(0).getNextPageToken();
       if (nextPageToken == null) {
         break;
       }
       count++;
       // 10 times per minute
       try {
         TimeUnit. SECONDS. sleep(6);
       } catch (InterruptedException e) {
         e.printStackTrace();
       }
       // set nextPageToken and search next page data
       request.withPageToken(nextPageToken);
     }

Futures real-time market

Corresponding request class: FutureRealTimeQuoteRequest

Description

Get real-time futures quotes

Parameter

parameter	type	required	description
contractCodes	array	yes	Contract code list, support to query the main contract, such as CL1901/CLmain

Response

List of FutureRealTimeItem objects

The specific fields of FutureRealTimeItem are described as follows:

name	type	description
contractCode	string	contract code
latestPrice	double	latest transaction price
latestSize	double	the volume of the latest price
latestTime	long	The transaction time of the latest price
bidPrice	double	bid price (first file)
bidSize	long	Bid size (one level)
askPrice	double	ask price (one file)
askSize	long	Amount of sell orders (one file)
volume	long	Cumulative number of lots traded on the day
openInterest	no	amount of open interest
open	double	opening price
high	double	highest price
low	double	lowest price
settlement	double	settlement price, returns 0 if no settlement price is generated
limitUp	double	limit up price
limitDown	double	limit down price

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1902");

FutureRealTimeQuoteResponse response = client.execute(FutureRealTimeQuoteRequest.newRequest(contractCodes));
System.out.println(response.getFutureRealTimeItems());

Response example

{
     "code": 0,
     "timestamp": 1545102059229,
     "message": "success",
     "data": [{
         "contractCode": "CN1901",
         "askPrice": 49.4,
         "askSize": 2,
         "bidPrice": 49.39,
         "bidSize": 4,
         "latestSize": 1,
         "latestPrice": 49.39,
         "volume": -18140,
         "openInterest": 72189,
         "settlement": 49.88,
         "high": 49.59,
         "low": 49.14,
         "latestTime": 1545102035000,
         "open": 49.16,
         "limitUp": 55.88,
         "limitDown": 43.88
     }]
}

Get futures tick-by-tick data

Corresponding request class: FutureTickRequest

Description

Obtain futures transaction data one by one, and the index recorded one by one starts from subscript 0 every day.

Parameter

parameter	type	required	description
contractCode	string	yes	futures contract code, such as: CL1901
beginIndex	long	yes	Starting index, beginIndex and endIndex can be set to -1 when the first request is made, the first request will return the latest item-by-item data, subsequent upload the latest index value +1 returned last time
endIndex	long	yes	End index, If the difference between the end index and the start index is greater than 1000, it will return a maximum of 1000. When either the end index or the start index is set to -1, the query will be started from the end other than -1, and limit items of item-by-item data will be returned.
limit	Int	no	The default is 200, the maximum limit is 1000

begin_index and end_index parameter usage instructions

| Query method | beginIndex | endIndex | Description | | -------------------- | ---------- | -------- | -------- -------------------------------------------------- -- | | Check records one by one from front to back | Specific value | -1 | For example: beginIndex=10, endIndex=-1, limit=20, return 20 records from 10 to 29. | | Query record by record from back to front | -1 | Specific value | For example: beginIndex=-1, endIndex=29, limit=20, return 20 records from 10 to 29. | | Query the latest record by record | -1 | -1 | Return the latest record by limit. | | Query interval index | specific value | specific value | For example: beginIndex=10, endIndex=100, 91 records including 10 to 100 will be returned. If limit is set to 20, 20 records from 10 to 29 will be returned. |

Response

FutureTickBatchItem object

The specific fields of FutureTickBatchItem are described as follows:

name	type	description
contractCode	string	contract code
index	integer	index
price	double	transaction price
volume	long	volume
time	long	time

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("CL1902");

FutureTickResponse response = client.execute(FutureTickRequest.newRequest("CL2209", 10L, 100L,20));
System.out.println(response.getFutureTickItems());

Response example

{
"code": 0,
"data": {
"contractCode": "CL2209",
"items": [{
"index": 10,
"price": 87.91,
"time": 1660600802000,
"volume": 6
}, {
"index": 11,
"price": 87.90,
"time": 1660600802000,
"volume": 1
}, {
"index": 12,
"price": 87.93,
"time": 1660600802000,
"volume": 1
}, {
"index": 13,
"price": 87.91,
"time": 1660600803000,
"volume": 4
}, {
"index": 14,
"price": 87.89,
"time": 1660600804000,
"volume": 1
}, {
"index": 15,
"price": 87.90,
"time": 1660600804000,
"volume": 1
}, {
"index": 16,
"price": 87.92,
"time": 1660600804000,
"volume": 2
}, {
"index": 17,
"price": 87.91,
"time": 1660600804000,
"volume": 1
}, {
"index": 18,
"price": 87.93,
"time": 1660600805000,
"volume": 8
}, {
"index": 19,
"price": 87.93,
"time": 1660600805000,
"volume": 10
}, {
"index": 20,
"price": 87.93,
"time": 1660600805000,
"volume": 7
}, {
"index": 21,
"price": 87.93,
"time": 1660600805000,
"volume": 8
}, {
"index": 22,
"price": 87.93,
"time": 1660600805000,
"volume": 7
}, {
"index": 23,
"price": 87.95,
"time": 1660600806000,
"volume": 1
}, {
"index": 24,
"price": 87.94,
"time": 1660600806000,
"volume": 1
}, {
"index": 25,
"price": 87.95,
"time": 1660600807000,
"volume": 1
}, {
"index": 26,
"price": 87.98,
"time": 1660600807000,
"volume": 1
}, {
"index": 27,
"price": 87.99,
"time": 1660600807000,
"volume": 1
}, {
"index": 28,
"price": 88.00,
"time": 1660600807000,
"volume": 1
}, {
"index": 29,
"price": 87.97,
"time": 1660600807000,
"volume": 2
}]
},
"message": "success",
"sign": "llqaLoA5mQZN+nx1pGq5/mp1Ds5Z77uCvD+wM4TM7jtyvW",
"success": true,
"timestamp": 1660620843648
}

Get futures main's historical contract codes

Description

Get futures main's historical contract codes

Argument

Argument	Type	Required	Description
contractCodes	list	yes	futures code list
begin_time	long	yes	Begin time(exclude), millisecond timestamp
end_time	long	yes	End time(include), millisecond timestamp

ResponseFutureHistoryMainContractItem object list

Structured as below:

Name	Type	Description
contractCode	string	futures main contract code
mainReferItems	`List<FutureHistoryContractItem>`	a list that contains FutureHistoryContractItem. FutureHistoryContractItem is an array that contains historical futures contract code. Data included are listed as below

FutureHistoryContractItem object has the following attributes：

Name	Type	Description
time	long	timestamp
referContractCode	string	futures main's historical contract code

Example

List<String> contractCodes = new ArrayList<>();
contractCodes.add("ESmain");
FutureHistoryMainContractRequest request = FutureHistoryMainContractRequest.newRequest(contractCodes,
  "2023-06-01", "2023-10-05", TimeZoneId.NewYork);
FutureHistoryMainContractResponse response = client.execute(request);
if (response.isSuccess()) {
  System.out.println(JSONObject.toJSONString(response));
} else {
  System.out.println(response.getMessage());
}

Response Example

{
    "code":0,
    "data":[
        {
            "contractCode":"ESmain",
            "mainReferItems":[
                {
                    "referContractCode":"ES2312",
                    "time":1696453200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696366800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696280400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1696021200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695934800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695848400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695762000000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695675600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695416400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695330000000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695243600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695157200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1695070800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694811600000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694725200000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694638800000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694552400000
                },
                {
                    "referContractCode":"ES2312",
                    "time":1694466000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694206800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694120400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1694034000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693947600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693602000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693515600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693429200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693342800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1693256400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692997200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692910800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692824400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692738000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692651600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692392400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692306000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692219600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692133200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1692046800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691787600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691701200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691614800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691528400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691442000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691182800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691096400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1691010000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690923600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690837200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690578000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690491600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690405200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690318800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1690232400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689973200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689886800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689800400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689714000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689627600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689368400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689282000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689195600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689109200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1689022800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688763600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688677200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688590800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688404500000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688158800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1688072400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687986000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687899600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687813200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687554000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687467600000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687381200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1687294800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686949200000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686862800000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686776400000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686690000000
                },
                {
                    "referContractCode":"ES2309",
                    "time":1686603600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686344400000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686258000000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686171600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1686085200000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685998800000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685739600000
                },
                {
                    "referContractCode":"ES2306",
                    "time":1685653200000
                }
            ]
        }
    ],
    "message":"success",
    "sign":"H/m3GVmsGstQNJxnQrF4nNwkJ3EBJEIBTHMdxzvRKVdM5XtB+PhxlVJBSYclHSRkFn13ckgEr13pzGTrGYjM7cT5zXTTNn0wS0WtVsJoycaUoWqr8KT8P6B6cHq0Sj5LVA5nZlNpno33dplWMWNX3urDf6OiGtQ6J9/ZJcZnvxM=",
    "success":true,
    "timestamp":1696499214141
}

Futures

# Get the list of futures exchanges

# Query the futures contract according to the contract code

# Get the tradable contracts under the exchange

# Query all contracts of the specified symbol

# Query the continuous contract of the specified symbol

# Query the current contract of the specified symbol

# Query the trading time of the specified futures contract

# Get futures K-line data

# Futures real-time market

# Get futures tick-by-tick data

# Get futures main's historical contract codes

Get the list of futures exchanges

Query the futures contract according to the contract code

Get the tradable contracts under the exchange

Query all contracts of the specified symbol

Query the continuous contract of the specified symbol

Query the current contract of the specified symbol

Query the trading time of the specified futures contract

Get futures K-line data

Futures real-time market

Get futures tick-by-tick data

Get futures main's historical contract codes